+64.4%
FDX vs KMX
-52.4%
+116.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.5% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | -1.4% | +4.1% | -5.5% | -2.5% |
| 3M | -4.5% | +27.5% | -32.0% | -10.9% |
| 6M | +9.4% | +43.6% | -34.2% | -1.9% |
| YTD | +36.0% | +56.8% | -20.7% | +18.4% |
| 1Y | +75.5% | -1.3% | +76.8% | +70.7% |
| 3Y | +62.8% | -25.4% | +88.2% | +68.6% |
| 5Y | +64.4% | -53.9% | +118.3% | +86.3% |
| All | +64.4% | -52.4% | +116.8% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling